Trading Metrics calculated at close of trading on 20-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,398.0 |
7,359.5 |
-38.5 |
-0.5% |
7,211.5 |
High |
7,406.5 |
7,405.5 |
-1.0 |
0.0% |
7,451.0 |
Low |
7,330.0 |
7,316.5 |
-13.5 |
-0.2% |
7,176.5 |
Close |
7,396.5 |
7,387.0 |
-9.5 |
-0.1% |
7,414.0 |
Range |
76.5 |
89.0 |
12.5 |
16.3% |
274.5 |
ATR |
103.4 |
102.4 |
-1.0 |
-1.0% |
0.0 |
Volume |
93,351 |
93,351 |
0 |
0.0% |
101,665 |
|
Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,636.7 |
7,600.8 |
7,436.0 |
|
R3 |
7,547.7 |
7,511.8 |
7,411.5 |
|
R2 |
7,458.7 |
7,458.7 |
7,403.3 |
|
R1 |
7,422.8 |
7,422.8 |
7,395.2 |
7,440.8 |
PP |
7,369.7 |
7,369.7 |
7,369.7 |
7,378.6 |
S1 |
7,333.8 |
7,333.8 |
7,378.8 |
7,351.8 |
S2 |
7,280.7 |
7,280.7 |
7,370.7 |
|
S3 |
7,191.7 |
7,244.8 |
7,362.5 |
|
S4 |
7,102.7 |
7,155.8 |
7,338.1 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,170.7 |
8,066.8 |
7,565.0 |
|
R3 |
7,896.2 |
7,792.3 |
7,489.5 |
|
R2 |
7,621.7 |
7,621.7 |
7,464.3 |
|
R1 |
7,517.8 |
7,517.8 |
7,439.2 |
7,569.8 |
PP |
7,347.2 |
7,347.2 |
7,347.2 |
7,373.1 |
S1 |
7,243.3 |
7,243.3 |
7,388.8 |
7,295.3 |
S2 |
7,072.7 |
7,072.7 |
7,363.7 |
|
S3 |
6,798.2 |
6,968.8 |
7,338.5 |
|
S4 |
6,523.7 |
6,694.3 |
7,263.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,451.0 |
7,309.5 |
141.5 |
1.9% |
72.2 |
1.0% |
55% |
False |
False |
76,710 |
10 |
7,451.0 |
7,175.0 |
276.0 |
3.7% |
85.4 |
1.2% |
77% |
False |
False |
46,006 |
20 |
7,451.0 |
6,875.0 |
576.0 |
7.8% |
97.3 |
1.3% |
89% |
False |
False |
24,246 |
40 |
7,451.0 |
6,337.5 |
1,113.5 |
15.1% |
105.7 |
1.4% |
94% |
False |
False |
12,307 |
60 |
7,451.0 |
6,112.5 |
1,338.5 |
18.1% |
108.1 |
1.5% |
95% |
False |
False |
8,386 |
80 |
7,451.0 |
5,924.0 |
1,527.0 |
20.7% |
111.8 |
1.5% |
96% |
False |
False |
6,952 |
100 |
7,451.0 |
5,924.0 |
1,527.0 |
20.7% |
111.1 |
1.5% |
96% |
False |
False |
5,595 |
120 |
7,451.0 |
5,924.0 |
1,527.0 |
20.7% |
110.0 |
1.5% |
96% |
False |
False |
4,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,783.8 |
2.618 |
7,638.5 |
1.618 |
7,549.5 |
1.000 |
7,494.5 |
0.618 |
7,460.5 |
HIGH |
7,405.5 |
0.618 |
7,371.5 |
0.500 |
7,361.0 |
0.382 |
7,350.5 |
LOW |
7,316.5 |
0.618 |
7,261.5 |
1.000 |
7,227.5 |
1.618 |
7,172.5 |
2.618 |
7,083.5 |
4.250 |
6,938.3 |
|
|
Fisher Pivots for day following 20-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,378.3 |
7,377.3 |
PP |
7,369.7 |
7,367.7 |
S1 |
7,361.0 |
7,358.0 |
|